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Mathematics for Finance, Economics and Sciences

About the Mathematics for Finance, Economics and Sciences Course

The financial mathematics  course reviews the mathematical methods fundamental for the study of, physical science, economics, quantitative finance and computational finance. The areas of focus include calculus and multivariable calculus, constrained and unconstrained optimization, and linear algebra.

Topics covered in the financial mathematics course include the following:
    • Functions and inverse functions

    • Limits, derivatives, partial derivatives, and chain rule

    • Integrals and multiple integrals, changing the order of differentiation and integration

    • Taylor series approximations

    • Newton’s method

    • Lagrange multiplier method

    • Vector and matrix arithmetic, determinants, eigenvalue-eigenvector decomposition, singular value decomposition

    • Numerical methods for optimization

Course goal:

Upon completion of the course students will know the fundamental mathematical concepts needed to effectively study quantitative finance areas such as fixed income, options and derivatives, portfolio optimization, and quantitative risk management.


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